3 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method

em Universidade Federal do Rio Grande do Norte(UFRN)


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Urban centers in Pitimbu Watershed use significant groundwater sources for public supply. Therefore, studies in Dunas Barreiras aquifer are relevant to expand knowledge about it and help manage water resources in the region. An essential tool for this management is the numerical modeling of groundwater flow. In this work, we developed a groundwater flow model for Pitimbu Watershed, using the Visual Modflow, version 2.7.1., which uses finite difference method for solving the govern equation of the dynamics of groundwater flow. We carried out the numerical simulation of steady-state model for the entire region of the basin. The model was built in the geographical, geomorphological and hydrogeological study of the area, which defined the boundary conditions and the parameters required for the numerical calculation. Owing to unavailability of current data based on monitoring of the aquifer it was not possible to calibrate the model. However, the simulation results showed that the overall water balance approached zero, therefore satisfying the equation for the three-dimensional behavior of the head water in steady state. Variations in aquifer recharge data were made to verify the impact of this contribution on the water balance of the system, especially in the scenario in which recharge due to drains and sinks was removed. According to the results generated by Visual Modflow occurred significantly hydraulic head lowering, ranging from 16,4 to 82 feet of drawdown. With the results obtained, it can be said that modeling is performed as a valid tool for the management of water resources in Pitimbu River Basin, and to support new studies

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A critical problem in mature gas wells is the liquid loading. As the reservoir pressure decreases, gas superficial velocities decreases and the drag exerted on the liquid phase may become insufficient to bring all the liquid to the surface. Liquid starts to drain downward, flooding the well and increasing the backpressure which decreases the gas superficial velocity and so on. A popular method to remedy this problem is the Plunger Lift. This method consists of dropping the "plunger"to the bottom of the tubing well with the main production valve closed. When the plunger reaches the well bottom the production valve is opened and the plunger carry the liquid to the surface. However, models presented in literature for predicting the behavior in plunger lift are simplistic, in many cases static (not considering the transient effects). Therefore work presents the development and validation of a numerical algorithm to solve one-dimensional compressible in gas wells using the Finite Volume Method and PRIME techniques for treating coupling of pressure and velocity fields. The code will be then used to develop a dynamic model for the plunger lift which includes the transient compressible flow within the well

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In this work, chitosan was used as a coating of pure perlite in order to increase the accessibility of the groups OH- e NH2+the adsorptionof ions Mn2+ e Zn2+.The characterization results of the expanded perlite classified as microporous and whose surface area 3,176 m2 g-1after the change resulted in 4,664 m2g-1.From the thermogravimetry(TG) it was found that the percentage of coating was34,3%.The infrared analysis can prove the presence of groups Si-OH, Si-O e Al-O-Siresulting from the perlite and C=O, NH2and OH characterization of chitosan. The experiments on experiments on the adsorption of Mn and Zn were performed in the concentration range of10 a 50 mgL-1and the adsorption capacity inpH 5,8 e 5,2 was 19,49 and 23,09 mgg-1to 25 oC,respectively.The adsorption data were best fitted to Langmuir adsorption model to Langmuir adsorption model for both metalionsisindicative of monolayer adsorption. The kinetics of adsorption were calculated from the equation of Lagergren fitting the model pseudo-second-order for all initial concentrations, suggesting that adsorption of ions Mn2+ and Zn2+ follows the kinetics of pseudo-second-order and whose constant Speedk2(g/mg.min) are 0,105 e 3,98 and capacity and maximum removal qe 4,326 e 3,348,respectively.In this study we used a square wave voltammetry cathodic stripping voltammetry to quantify the adsorbed ions, and the working electrode glassy carbon, reference electrode silver / silver chloride and a platinum auxiliary electrode. The attainment of the peaks corresponding to ions Mn2+ and Zn2+ was evaluated in and electrochemical cell with a capacity of 30 mL using a buffer system (Na2HPO4/NaH2PO4)at pH 4 and was adjusted with solutionsH3PO4 0,1molL-1and NaOH 0,1 molL-1and addition of the analyte has been a cathodic peak in- 0,873 Vand detection limit of2,55x10-6molL-1para Zn.The dough used for obtaining the adsorption isotherm was 150 mg and reached in 120 min time of equilibrium for both metal ions.The maximum adsorption for 120 min with Mn concentration 20 mgL-1 and Zn 10 mgL-1,was91, 09 e 94, 34%, respectively